Hilbert Space Methods in Probability and Statistical Inference

By Don L. McLeish and Christopher G. Small

Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.

• Format: Hardcover
• Language: English
• ISBN: 0471592811
• ISBN13: 9780471592815
• Release Date: March 1994
• Publisher: Wiley-Interscience
• Length: 270 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.8" x 6.4" x 9.6"